Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.693 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51720.54 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48521.48 Kr¶

PnL: ---------------------------------------> -566.09 Kr¶

DD now: ---------------------------------> -0.431 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:49:06.568711'

Anic Portfolio¶

Today¶

Return: 0.158 %¶

This Week¶

Return: 8.823 %¶

Total¶

Return: 69.32 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -0.630000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 3.030000 802.000000 129.000000 19.170000 673.000000
HEBA B 70 3.140000 2758.000000 122.000000 4.630000 2636.000010
Nordea Bank Abp 29 0.740000 3557.720000 103.720000 3.000000 3453.999992
SAAB B 8 0.680000 3440.000000 63.000000 1.870000 3377.000000
Swedbank A 3 1.950000 612.900000 48.900000 8.670000 564.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 0.970000 617.320000 43.320000 7.550000 573.999998
AcadeMedia 12 1.260000 598.800000 41.800000 7.500000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.630000 389.900000 34.900000 9.830000 355.000000
Norva24 Group 16 0.000000 576.000000 33.000000 6.080000 543.000000
OEM International B 7 1.680000 551.600000 23.600000 4.470000 527.999997
Intrum 4 1.780000 549.000000 22.000000 4.170000 527.000000
Eastnine 4 1.440000 508.000000 17.000000 3.460000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 1.130000 578.520000 8.520000 1.490000 570.000000
Coor Service Management Hold. 8 0.750000 538.000000 6.000000 1.130000 532.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Boozt 12 1.690000 1658.400000 4.400000 0.270000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 1.070000 249.840000 3.840000 1.560000 246.000000
Corem Property Group B 59 2.720000 579.080000 2.080000 0.360000 576.999999
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.000000 544.250000 -1.750000 -0.320000 546.000000
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 2.630000 512.980000 -21.020000 -3.940000 533.999999
International Petroleum Corp. 5 -0.440000 560.000000 -34.570000 -5.810000 594.565215
Essity B 2 -1.390000 537.800000 -36.200000 -6.310000 574.000000
Fasadgruppen Group 38 -1.460000 4104.000000 -37.000000 -0.890000 4140.999992
Vivesto 1368 -0.200000 559.790000 -53.210000 -8.680000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
Beijer Electronics Group 27 0.000000 3002.400000 -81.600000 -2.650000 3083.999994
OX2 22 3.730000 1835.900000 -153.100000 -7.700000 1989.000002
Axfood 15 -3.980000 3873.000000 -427.000000 -9.930000 4300.000005
Ovzon 64 -0.940000 3366.400000 -629.600000 -15.760000 3996.000000
TOTAL 48521.480000 -566.090000 -0.43092% 49087.564636

Updated:¶

'2023-02-01 09:49:19.620311'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶